+558.2%
WMT vs HPE
+595.7%
-37.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.7% | -8.8% | -1.7% |
| 7D | +0.1% | +10.1% | -10.0% | -0.8% |
| 30D | -5.0% | +5.3% | -10.2% | -5.5% |
| 3M | -11.3% | +12.7% | -24.0% | -12.6% |
| 6M | -13.8% | +167.7% | -181.5% | -23.4% |
| YTD | -4.2% | +135.5% | -139.7% | -13.8% |
| 1Y | +4.6% | +143.4% | -138.8% | -6.5% |
| 3Y | +100.5% | +249.2% | -148.7% | +67.7% |
| 5Y | +129.7% | +343.8% | -214.2% | +84.7% |
| 10Y | +423.4% | +495.9% | -72.4% | +297.3% |
| All | +558.2% | +595.7% | -37.5% | +383.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling